+11.3%
APH vs SIMO
+97.3%
-86.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -2.7% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | -8.0% | -25.4% | +17.4% | -2.9% |
| 3M | -5.0% | -17.8% | +12.8% | -1.9% |
| 6M | +29.9% | -29.6% | +59.5% | +37.0% |
| YTD | +18.0% | +100.3% | -82.3% | -2.8% |
| 1Y | +11.3% | +100.4% | -89.0% | -8.6% |
| All | +11.3% | +97.3% | -86.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling